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JRUB.DE vs. SYBN.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JRUB.DE vs. SYBN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRUB.DE) and SPDR Bloomberg 10+ Year US Corporate Bond UCITS ETF (SYBN.DE). The values are adjusted to include any dividend payments, if applicable.

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JRUB.DE vs. SYBN.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
JRUB.DE
JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF
1.03%-4.07%7.97%4.63%-10.39%6.44%-0.30%17.92%-0.77%
SYBN.DE
SPDR Bloomberg 10+ Year US Corporate Bond UCITS ETF
0.68%-4.34%4.09%6.87%-20.46%6.88%3.21%27.52%-0.76%

Returns By Period

In the year-to-date period, JRUB.DE achieves a 1.03% return, which is significantly higher than SYBN.DE's 0.68% return.


JRUB.DE

1D
-0.32%
1M
-0.70%
YTD
1.03%
6M
1.52%
1Y
-2.35%
3Y*
2.51%
5Y*
0.89%
10Y*

SYBN.DE

1D
0.05%
1M
-1.17%
YTD
0.68%
6M
0.29%
1Y
-3.34%
3Y*
1.24%
5Y*
-1.34%
10Y*
2.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JRUB.DE vs. SYBN.DE - Expense Ratio Comparison

JRUB.DE has a 0.19% expense ratio, which is higher than SYBN.DE's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

JRUB.DE vs. SYBN.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JRUB.DE
JRUB.DE Risk / Return Rank: 77
Overall Rank
JRUB.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
JRUB.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
JRUB.DE Omega Ratio Rank: 66
Omega Ratio Rank
JRUB.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
JRUB.DE Martin Ratio Rank: 77
Martin Ratio Rank

SYBN.DE
SYBN.DE Risk / Return Rank: 77
Overall Rank
SYBN.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
SYBN.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
SYBN.DE Omega Ratio Rank: 66
Omega Ratio Rank
SYBN.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
SYBN.DE Martin Ratio Rank: 77
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JRUB.DE vs. SYBN.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRUB.DE) and SPDR Bloomberg 10+ Year US Corporate Bond UCITS ETF (SYBN.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


JRUB.DESYBN.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.28

-0.28

+0.01

Sortino ratio

Return per unit of downside risk

-0.29

-0.29

0.00

Omega ratio

Gain probability vs. loss probability

0.96

0.96

0.00

Calmar ratio

Return relative to maximum drawdown

-0.25

-0.28

+0.03

Martin ratio

Return relative to average drawdown

-0.55

-0.63

+0.08

JRUB.DE vs. SYBN.DE - Sharpe Ratio Comparison

The current JRUB.DE Sharpe Ratio is -0.28, which is comparable to the SYBN.DE Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of JRUB.DE and SYBN.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JRUB.DESYBN.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.28

-0.28

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

-0.11

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.20

+0.10

Correlation

The correlation between JRUB.DE and SYBN.DE is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

JRUB.DE vs. SYBN.DE - Dividend Comparison

JRUB.DE has not paid dividends to shareholders, while SYBN.DE's dividend yield for the trailing twelve months is around 5.50%.


TTM2025202420232022202120202019201820172016
JRUB.DE
JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SYBN.DE
SPDR Bloomberg 10+ Year US Corporate Bond UCITS ETF
5.50%5.75%5.08%4.61%4.65%3.20%3.62%3.61%3.99%4.44%2.62%

Drawdowns

JRUB.DE vs. SYBN.DE - Drawdown Comparison

The maximum JRUB.DE drawdown since its inception was -13.79%, smaller than the maximum SYBN.DE drawdown of -28.03%. Use the drawdown chart below to compare losses from any high point for JRUB.DE and SYBN.DE.


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Drawdown Indicators


JRUB.DESYBN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.79%

-28.03%

+14.24%

Max Drawdown (1Y)

Largest decline over 1 year

-7.89%

-10.63%

+2.74%

Max Drawdown (5Y)

Largest decline over 5 years

-13.30%

-28.03%

+14.73%

Max Drawdown (10Y)

Largest decline over 10 years

-28.03%

Current Drawdown

Current decline from peak

-5.78%

-17.28%

+11.50%

Average Drawdown

Average peak-to-trough decline

-5.34%

-9.81%

+4.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

4.26%

-1.04%

Volatility

JRUB.DE vs. SYBN.DE - Volatility Comparison

The current volatility for JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRUB.DE) is 1.82%, while SPDR Bloomberg 10+ Year US Corporate Bond UCITS ETF (SYBN.DE) has a volatility of 2.96%. This indicates that JRUB.DE experiences smaller price fluctuations and is considered to be less risky than SYBN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JRUB.DESYBN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.82%

2.96%

-1.14%

Volatility (6M)

Calculated over the trailing 6-month period

4.00%

5.78%

-1.78%

Volatility (1Y)

Calculated over the trailing 1-year period

8.52%

11.78%

-3.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.73%

12.53%

-3.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.96%

12.42%

-3.46%